Future Papers

Surrogate-Assisted Tuning for Computer Experiments with Qualitative and Quantitative Parameters
Ray-Bing Chen, Jiahong Chen, Akihiro Fujii, Reiji Suda and Weichung Wang
doi:10.5705/ss.202017.0138
Estimation of Errors-in-Variables Partially Linear Additive Models
Byeong Park, Eun Ryung Lee and Kyunghee Han
doi:10.5705/ss.202017.0101
Peter Hall on Extremes: Research, teaching and supervision
Alan Welsh
doi:10.5705/ss.202017.0095
Clustering in General Measurement Error Models
Raymond Carroll, Ya Su and Jill Reedy
doi:10.5705/ss.202017.0093
Construction of orthogonal symmetric Latin hypercube designs
Min-Qian Liu, Lin Wang, Fasheng Sun and Dennis Lin
doi:10.5705/ss.202017.0075
Peter Hall's Contribution to Empirical Likelihood
Jinyuan Chang, Jianjun Guo and Cheng Yong Tang
doi:10.5705/ss.202017.0059
RFMS Method for Credit Scoring Based on Bank Card Transaction Data
Danyang Huang, Jing Zhou and Hansheng Wang
doi:10.5705/ss.202017.0043
Peter Gavin Hall -- A Brief Remembrance of the Man and his Work
Francisco Samaniego
doi:10.5705/ss.202017.0038
Peter Hall: My Mentor, Collaborator and Friend
Peihua Qiu
doi:10.5705/ss.202017.0022
Calibrated Percentile Double Bootstrap For Robust Linear Regression Inference
Kai Zhang, Daniel McCarthy, Lawrence Brown, Richard Berk, Andreas Bujas, Edward George and Linda Zhao
doi:10.5705/ss.202016.0546
On estimation of the optimal treatment regime with the additive hazards model
Wenbin Lu, Suhyun Kang and Jiajia Zhang
doi:10.5705/ss.202016.0543
Kernel-Based Adaptive Randomization Toward Balance in Continuous and Discrete Covariates
Yanyuan Ma, Fei Jiang and Guosheng Yin
doi:10.5705/ss.202016.0538
Tobit quantile regression of left-censored longitudinal data with informative observation times
Zhanfeng Wang, Jieli Ding, Liuquan Sun and Yaohua Wu
doi:10.5705/ss.202016.0527
Optimal design when outcome values are not missing at random
Kim May Lee, Robin Mitra and Stefanie Biedermann
doi:10.5705/ss.202016.0526
TESTS FOR TAR MODELS VS. STAR MODELS–A SEPARATE FAMILY OF HYPOTHESES APPROACH
Zhaoxing Gao, Shiqing Ling and Howell Tong
doi:10.5705/ss.202016.0497
Supervised learning via the “hubNet” procedure
Leying Guan, Zhou Fan and Robert Tibshirani
doi:10.5705/ss.202016.0482
A Thresholding-Based Prewhitened Long-Run Variance Estimator and Its Dependence-Oracle Property
ZHANG TING
doi:10.5705/ss.202016.0468
Fully efficient robust estimation, outlier detection, and variable selection via penalized regression
Howard Bondell, Dehan Kong and Yichao Wu
doi:10.5705/ss.202016.0441
Multi-asset empirical martingale price estimators derivatives
Shih-Feng Huang and Guan-Chih Ciou
doi:10.5705/ss.202016.0434
Derivative Principal Components for Representing the Time Dynamics of Longitudinal and Functional Data
Xiongtao Dai, Hans-Georg Müller and Wenwen Tao
doi:10.5705/ss.202016.0427
Construction of Maximin Distance Designs via Level Permutation and Expansion
Qian Xiao and Hongquan Xu
doi:10.5705/ss.202016.0423
Semi-parametric prediction intervals in small areas when auxiliary data are measured with error.
Gauri Datta, Aurore Delaigle, Peter Gavin Hall and Lily Wang
doi:10.5705/ss.202016.0416
Bayesian Calibration of Multistate Stochastic Simulators
Matthew Pratola and Oksana Chkrebtii
doi:10.5705/ss.202016.0403
Asymptotic Behavior of Cox's Partial Likelihood and its Application to Variable Selection
Runze Li, Jian-Jian Ren, Guangren Yang and Ye Yu
doi:10.5705/ss.202016.0401
Wavelet methods for erratic regression means in the presence of measurement error
Spiridon Penev and Peter Hall
doi:10.5705/ss.202016.0393
Rank-based estimating equation with non-ignorable missing responses via empirical likelihood
Huybrechts F. Bindele and Yichuan Zhao
doi:10.5705/ss.202016.0388
Estimating standard errors for importance sampling estimators with multiple Markov chains
Aixin Tan, Vivekananda Roy and James Flegal
doi:10.5705/ss.202016.0378
A Generalized Measure of Uncertainty in Geostatistical Model Selection
Chun-Shu Chen, Jun Zhu and Tingjin Chu
doi:10.5705/ss.202016.0368
Sparse Estimation of Generalized Linear Models (GLM) via Approximated Information Criteria
Xiaogang Su, Juanjuan Fan, Richard Levine, Martha Nunn and Chih-Ling Tsai
doi:10.5705/ss.202016.0353
Functional Linear Regression Model for Nonignorable Missing Scalar Responses
Hongtu Zhu, Tengfei Li, Fengchang Xie, Xiangnan Feng and J. G. Ibrahim
doi:10.5705/ss.202016.0350
Lack of Fit Test for Infinite Variation Jumps at High Frequencies
Kong Xinbing
doi:10.5705/ss.202016.0349
Constrained Partial Linear Regression Splines
Mary Meyer
doi:10.5705/ss.202016.0342
A projection-based adaptive-to-model test for regressions
Lixing Zhu, Xuehu Zhu and Falong Tan
doi:10.5705/ss.202016.0333
Sequential identification of nonignorable missing data mechanisms
Mauricio Sadinle and Jerry Reiter
doi:10.5705/ss.202016.0328
Semiparametric Estimation with Data Missing Not at Random Using an Instrumental Variable
Eric Tchetgen Tchetgen, Baoluo Sun, Lan Liu, Wang Miao, Kathleen Wirth and Robin James
doi:10.5705/ss.202016.0324
Propensity Score Matching Analysis for Causal Effects with MNAR Covariates
Bo Lu and Robert Ashmead
doi:10.5705/ss.202016.0320
Bayesian Modeling and Inference for Nonignorably Missing Longitudinal Binary Response Data with Applications to HIV Prevention Trials
Joseph Ibrahim, Jing Wu, Ming-Hui Chen, Elizabeth Schifano and Jeffrey Fisher
doi:10.5705/ss.202016.0319
A ROBUST CALIBRATION-ASSISTED METHOD FOR LINEAR MIXED EFFECTS MODEL UNDER CLUSTER-SPECIFIC NONIGNORABLE MISSINGNESS
Myunghee Paik, Yongchan Kwon, Jae Kwang Kim and Hongsoo Kim
doi:10.5705/ss.202016.0317
A mean score method for sensitivity analysis to departures from the missing at random assumption in randomised trials
Ian White, James Carpenter and Nicholas Horton
doi:10.5705/ss.202016.0308
Hochberg procedure under negative dependence
Ajit Tamhane and Jiangtao Gous
doi:10.5705/ss.202016.0306
Generalization of Heckman selection model to nonignorable nonresponse using call-back information
Baojiang Chen, Pengfei Li and Jing Qin
doi:10.5705/ss.202016.0300
AN IMPROVED MEASURE FOR LACK OF FIT IN TIME SERIES MODELS
Thomas Fisher and Michael Robbins
doi:10.5705/ss.202016.0286
Model-Free Feature Screening for Ultrahigh Dimensional Data through a Modified Blum-Kiefer-Rosenblatt Correlation
Liping ZHU and Yeqing Zhou
doi:10.5705/ss.202016.0264
Stability Enhanced Large-Margin Classifier Selection
Will Wei Sun, Guang Cheng and Yufeng Liu
doi:10.5705/ss.202016.0260
Single Nugget Kriging
Minyong Lee and Art Owen
doi:10.5705/ss.202015.0255
Variable Selection for Gaussian Process Models using Experimental Design-Based Subagging
Ying Hung and Yibo Zhao
doi:10.5705/ss.202016.0250
Semiparametric random-effects conditional density models for longitudinal analysis with concomitant intervention
Colin Wu, Tianqing Liu, Zhaohai Li and Yuanzhang Li
doi:10.5705/ss.202016.0246
Smoothed Rank Regression for the Accelerated Failure Time Competing Risks Model with Missing Cause of Failure
Alan Wan, Zhiping Qiu, Yong Zhou and Peter Gilbert
doi:10.5705/ss.202016.0231
Hyper Markov Laws for Correlation Matrices
Jeremy Gaskins
doi:10.5705/ss.202016.0224
Gradient-induced Model-free Variable Selection with Composite Quantile Regression
Shaogao Lv, Xin He and Junhui Wang
doi:10.5705/ss.202016.0222
Simultaneous Confidence Bands in Nonlinear Regression Models with Nonstationarity
Degui Li, Weidong Liu, Qiying Wang and Weibiao Wu
doi:10.5705/ss.202016.0219
Computer Experiments: Prediction Accuracy, Sample Size and Model Complexity Revisited
Ofir Harari, Derek Bingham, Angela Dean and David Higdon
doi:10.5705/ss.202016.0217
Baseline zone estimation in two dimensions with replicated measurements under a convexity constraint
Moulinath Banerjee, Atul Mallik and Michael Woodroofe
doi:10.5705/ss.202016.0211
Prediction based on the Kennedy-O’Hagan calibration model: asymptotic consistency and other properties
Rui Tuo and Jeff C.F. Wu
doi:10.5705/ss.202016.0209
A Further Study of Propensity Score Calibration in Missing Data Analysis
Peisong Han
doi:10.5705/ss.202016.0185
Scalable Bayesian Variable Selection Using Nonlocal Prior Densities in Ultrahigh-dimensional Settings
Anirban Bhattacharya, Shin Minsuk and Valen Johnson
doi:10.5705/ss.202016.0167
A Sequential Maximum Projection Design Framework for Computer Experiments with Inert Factors
Dianpeng Wang, Shan Ba and WILLIAM MYERS
doi:10.5705/ss.202016.0165
Sequential Pareto Minimization of Physical Systems Using Calibrated Computer Simulators
Po-Hsu Chen, Thomas Santner and Angela Dean
doi:10.5705/ss.202016.0163
Statistical-Physical Estimation of Pollution Emission
Emre Barut, Youngdeok Hwang and Kyongmin Yeo
doi:10.5705/ss.202016.0162
Sequential design of experiments for estimating percentiles of black-box functions
Victor Picheny and Tatiana Labopin-Richard
doi:10.5705/ss.202016.0160
Controlling Correlations in Sliced Latin Hypercube Designs
Peter Qian and Jiajie Chen
doi:10.5705/ss.202016.0151
Assessing The Treatment Effect Heterogeity with a Latent Variable
Yunjian Yin, Lan Liu and Zhi Geng
doi:10.5705/ss.202016.0150
Exploiting Variance Reduction Potential in Local Gaussian Process Search
Benjamin Haaland, CHIH-LI SUNG and Robert Gramacy
doi:10.5705/ss.202016.0138
Sensitivity Analysis for Unmeasured Confounding in Coarse Structural Nested Mean Models
Shu Yang and Judith J. Lok
doi:10.5705/ss.202016.0133
Sensitivity Analysis and Emulation for Functional Data using Bayesian Adaptive Splines
Devin Francom, Bruno Sanso, Ana Kupresanin and Gardar Johannesson
doi:10.5705/ss.202016.0130
Sequential Model Averaging for High Dimensional Linear Regression Models
WEI LAN, Yingying Ma, Junlong Zhao, Hansheng Wang and Chih-Ling Tsai
doi:10.5705/ss.202016.0122
Bayesian Small Area Models for Three-way Contingency Tables with Nonignorability
Dalho Kim, Namgyo Woo and Balgobin Nandram
doi:10.5705/ss.202016.0121
Multiclass Sparse Discriminant Analysis
Hui Zou, Qing Mai and Yi Yang
doi:10.5705/ss.202016.0117
Modeling subject-specific nonautonomous dynamics
Debashis Paul, Siyuan Zhou and Jie Peng
doi:10.5705/ss.202016.0113
Inference of Bivariate Long-memory Aggregate Time Series
Henghsiu Tsai, Heiko Rachinger and Kung-Sik Chan
doi:10.5705/ss.202016.0112
Dynamic Network Analysis with Missing Data: Theory and Methods
Zack Almquist and Carter Butts
doi:10.5705/ss.202016.0108
An iterative hard thresholding estimator for low rank matrix recovery with explicit limiting distribution
Alexandra Carpentier and Arlene Kim
doi:10.5705/ss.202016.0103
Adjustments for a class of tests under nonstandard conditions
Masanobu Taniguchi and Anna Monti
doi:10.5705/ss.202016.0093
Flexible dimension reduction in regression
Lixing Zhu and Tao Wang
doi:10.5705/ss.202016.0080
Nearly Unstable Processes: A Prediction Perspective
Ching-Kang Ing, Ngai Hang Chan and Rongmao Zhang
doi:10.5705/ss.202016.0069
Invariance properties and statistical inference for circular data
Gianluca Mastrantonio, Giovanna Jona Lasinio, Antonello Maruotti and Gianfranco Calise
doi:10.5705/ss.202016.0067
Sampling Designs on Finite Populations with Spreading Control Parameters
Yves Tillé, Lionel Qualité and Matthieu Wilhelm
doi:10.5705/ss.202016.0064
Two-sample tests for high-dimension, strongly spiked eigenvalue models
Makoto Aoshima and Kazuyoshi Yata
doi:10.5705/ss.202016.0063
On the second-order inverse regression methods for a general type of elliptical predictors
Wei Luo
doi:10.5705/ss.202016.0056
High-Dimensional Gaussian Copula Regression: Adaptive Estimation and Statistical Inference
Linjun Zhang and T. Tony Cai
doi:10.5705/ss.202016.0041
Fast envelope algorithms
Xin Zhang and Dennis Cookg
doi:10.5705/ss.202016.0037
Sensitivity Analysis Using Permutations
Shifeng Xiong, Xu He, Yuanzhen He and Weiyan Mu
doi:10.5705/ss.202016.0035
Two-Sample Tests for High-Dimensional Linear Regression with an Application to Detecting Interactions
Yin Xia, Tianxi Cai and T. Tony Cai
doi:10.5705/ss.202016.0032
Using differential variability to increase the power of the homogeneity test in a two-sample problem
Guanfu Liu, Yuejiao Fu, Pengfei Li and Xiaolong Pu
doi:10.5705/ss.202016.0026
Clusters with random size: maximum likelihood versus weighted estimation
Geert Molenberghs, Lisa Hermans, Vahid Nassiri, Michael Kenward, Wim Van der Elst, Marc Aerts and Geert Verbeke
doi:10.5705/ss.202016.0019
Almost the Best of Three Worlds: Risk, Consistency and Optional Stopping for the Switch Criterion in Nested Model Selection
Stephanie Van der Pas and Peter Gruenwald
doi:10.5705/ss.202016.0011
Assessment of nonignorable nonresponse log-linear models for an incomplete two-way contingency table
Daeyoung Kim and Seongyong Kim
doi:10.5705/ss.202015.0472
Nonparametric confidence bands in Wicksell's problem
Jakub Wojdyła and Zbigniew Szkutnik
doi:10.5705/ss.202015.0471
Likelihood adjusted for nonignorable missing covariate values with unspecified propensity in generalized linear models
Fang Fang, Jiwei Zhao and Jun Shao
doi:10.5705/ss.202015.0437
Subsampling for General Statistics under Long Range Dependence
Martin Wendler and Annika Betken
doi:10.5705/ss.202015.0435
Calibration and Multiple Robustness When Data Are Missing Not At Random
Peisong Han
doi:10.5705/ss.202015.0408
Likelihood adjusted for nonignorable missing covariate values with unspecified propensity in generalized linear models
Fang Fang, Jiwei Zhao and Jun Shao
doi:10.5705/ss.202015.0404
A New Reduced-Rank Linear Discriminant Analysis Method and Its Applications
Yue Selena Niu, Ning Hao and Bin Dong
doi:10.5705/ss.202015.0387
Additive mean residual life model with latent variables under right censoring
Xinyuan Song, Haijin He, Deng Pan and Liuquan Sun
doi:10.5705/ss.202015.0369
Uncertainty Quantification with α-Stable-Process Models
Rui Tuo
doi:10.5705/ss.202015.0367
Nonparametric functional calibration of computer models
Andrew Brown and Sez Atamturktur
doi:10.5705/ss.202015.0344
Nonparametric model checks of single-index assumptions
Samuel Maistre and Valentin Patilea
doi:10.5705/ss.202015.0337
Variable Selection in Sparse Regression with Quadratic Measurements
Jun Fan, Lingchen Kong, Liqun Wang and Naihua Xiu
doi:10.5705/ss.202015.0335
Robust Bounded Influence Tests for Independent Non-Homogeneous Observations
Ayanendranath Basu and Abhik Ghosh
doi:10.5705/ss.202015.0320
Scalable SUM-Shrinkage Schemes for Distributed Monitoring Large-Scale Data Streams
Yajun Mei, Kun Liu and Ruizhi Zhang
doi:10.5705/ss.202015.0316
Limit behaviour of the truncated pathwise Fourier-transformation of L\'evy-driven CARMA processes for non-equidistant discrete time observations
Robert Stelzer and Zywilla Fechner
doi:10.5705/ss.202015.0314
SINGULAR PRIOR DISTRIBUTIONS AND ILL-CONDITIONING IN BAYESIAN D-OPTIMAL DESIGN FOR SEVERAL NONLINEAR MODELS
Timothy Waite
doi:10.5705/ss.202015.0293
Multiple Hypothesis Tests Controlling Generalized Error Rates for Sequential Data
Jay Bartroff
doi:10.5705/ss.202015.0267
Sparse $k$-Means with $\ell_{\infty}/\ell_0$ Penalty for High-Dimensional Data Clustering
Rongjian Li, Xiangyu Chang, Yu Wang and Zongben Xu
doi:10.5705/ss.202015.0261
Gaussian Process Modeling with Boundary Information
Matthias Hwai Yong Tan
doi:10.5705/ss.202015.0249
Optimal design for experiments with possibly incomplete observations
Kim May Lee, Stefanie Biedermann and Robin Mitra
doi:10.5705/ss.202015.0225
Inference of high-dimensional linear models with time-varying coefficients
Xiaohui Chen and Yifeng He
doi:10.5705/ss.202015.0202
Assesing the heterogeneity of treatment effects by identifying the treatment benefit and treament harm ratio
Yunjian Yin, Xiao-Hua Zhou, Zhi Geng and Fang Lu
doi:10.5705/ss.202015.0174
Sure Independence Screening Adjusted for Confounding Covariates with Ultrahigh-dimensional Data
Xueqin Wang, Canhong Wen, Wenliang Pan and Mian Huang
doi:10.5705/ss.202014.0117
Semiparametric maximum likelihood inference for truncated or biased-sampling data
Hao Liu, Jing Ning, Jing Qin and Yu Shen
doi:10.5705/ss.2014.094